#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Instruments;
using Cephei.QL.Termstructures;
using Cephei.QL.Times;
using Cephei.QL;
namespace Cephei.QL.Experimental.Callablebonds
{
    /// <summary> 
	/// ! Base callable bond class for fixed and zero coupon bonds. Defines commonalities between fixed and zero coupon callable bonds. At present, only European and Bermudan put/call schedules supported (no American optionality), as defined by the Callability class.  \todo models/shortrate/calibrationHelpers \todo OAS/OAD \todo floating rate callable bonds ?  \ingroup instruments
	/// </summary>
    [Guid ("4D429314-D3C5-4a36-B276-A4BE0C0C12E8"),ComVisible(true)]
	public interface ICallableBond : Cephei.QL.Instruments.IBond
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.Core.IVector<Cephei.QL.Instruments.ICallability> Callability {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double ImpliedVolatility(Double targetValue, Cephei.QL.Termstructures.IYieldTermStructure discountCurve, Double accuracy, UInt64 maxEvaluations, Double minVol, Double maxVol);
    }   

    /// <summary> 
	/// ! Base callable bond class for fixed and zero coupon bonds. Defines commonalities between fixed and zero coupon callable bonds. At present, only European and Bermudan put/call schedules supported (no American optionality), as defined by the Callability class.  \todo models/shortrate/calibrationHelpers \todo OAS/OAD \todo floating rate callable bonds ?  \ingroup instruments Factory
	/// </summary>
   	[ComVisible(true)]
    public interface ICallableBond_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
    }
}

